Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47283.18 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45888.21 Kr¶

PnL: ---------------------------------------> -1000.36 Kr¶

DD now: ---------------------------------> -2.769 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:57:44.050918'

Anic Portfolio¶

Today¶

Return: -1.394 %¶

This Week¶

Return: -1.314 %¶

Total¶

Return: 54.793 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -1.020000 386.900000 31.900000 8.990000 355.000000
Corem Property Group B 59 -2.180000 608.880000 31.880000 5.530000 576.999999
AcadeMedia 12 -3.200000 587.760000 30.760000 5.520000 557.000004
Resurs Holding 22 -1.520000 600.160000 26.160000 4.560000 573.999998
MedCap 2 -2.630000 444.000000 23.000000 5.460000 421.000000
Beijer Electronics Group 26 -3.360000 2990.000000 19.000000 0.640000 2971.000006
Boozt 12 -1.560000 1670.400000 16.400000 0.990000 1653.999996
HMS Networks 2 -3.100000 688.800000 15.800000 2.350000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
SAAB B 8 -0.470000 3391.200000 14.200000 0.420000 3377.000000
Securitas B 6 -0.920000 583.200000 13.200000 2.320000 570.000000
Swedbank A 3 -0.670000 577.200000 13.200000 2.340000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Coor Service Management Hold. 8 -1.030000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.860000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Intrum 4 -3.670000 525.400000 -1.600000 -0.300000 527.000000
Handelsbanken A 5 -1.460000 539.750000 -6.250000 -1.140000 546.000000
Nordea Bank Abp 29 -0.290000 3444.620000 -9.380000 -0.270000 3453.999992
Midsona B 63 -1.870000 563.220000 -19.780000 -3.390000 582.999984
Essity B 2 -1.890000 550.000000 -24.000000 -4.180000 574.000000
CTEK 13 -2.090000 506.610000 -27.390000 -5.130000 533.999999
Essity A 4 -2.300000 1104.000000 -45.000000 -3.920000 1149.000000
International Petroleum Corp. 5 -1.520000 549.500000 -45.070000 -7.580000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.470000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.150000 3588.000000 -168.000000 -4.470000 3756.000001
OX2 18 -2.670000 1409.400000 -254.600000 -15.300000 1663.999992
Ovzon 52 -2.900000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45888.210000 -1000.360000 -2.76931% 46888.564618

Updated:¶

'2023-01-25 13:57:56.843800'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶